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Related papers: Multi-Scale Data Assimilation in Turbulent Models

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Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The…

Optimization and Control · Mathematics 2021-03-12 Andrey A Popov , Adrian Sandu

The ability of ensemble Kalman filter (EnKF) algorithms to extract information from observations is analyzed with the aid of the concept of the degrees of freedom for signal (DFS). A simple mathematical argument shows that DFS for EnKF is…

Data Analysis, Statistics and Probability · Physics 2021-03-26 Daisuke Hotta , Yoichiro Ota

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

The weather and climate domains are undergoing a significant transformation thanks to advances in AI-based foundation models such as FourCastNet, GraphCast, ClimaX and Pangu-Weather. While these models show considerable potential, they are…

Machine Learning · Computer Science 2024-07-18 Junqi Yin , Siming Liang , Siyan Liu , Feng Bao , Hristo G. Chipilski , Dan Lu , Guannan Zhang

The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…

Machine Learning · Computer Science 2026-04-30 Xin T. Tong , Yanyan Wang , Liang Yan

The paper presents experiments of driving a physics-based thermosphere model by assimilating electron density (Ne) and temperature (Tn) data using the ensemble adjustment Kalman filter (EAKF) technique. This study not only helps to gauge…

Space Physics · Physics 2019-03-22 Timothy Kodikara , Kefei Zhang

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

There has been a recent surge in development of accurate machine learning (ML) weather prediction models, but evaluation of these models has mainly been focused on medium-range forecasts, not their performance in cycling data assimilation…

Atmospheric and Oceanic Physics · Physics 2024-12-25 Laura C. Slivinski , Jeffrey S. Whitaker , Sergey Frolov , Timothy A. Smith , Niraj Agarwal

The FFT EnKF data assimilation method is proposed and applied to a stochastic cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF combines spatial statistics and ensemble filtering methodologies into a localized…

Computation · Statistics 2010-03-10 Jan Mandel , Jonathan D. Beezley , Loren Cobb , Ashok Krishnamurthy

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…

Optimization and Control · Mathematics 2020-01-30 M. Schwenzer , G. Visconti , M. Ay , T. Bergs , M. Herty , D. Abel

Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…

Probability · Mathematics 2018-04-04 Xin T. Tong

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…

Methodology · Statistics 2022-06-06 Andrey A Popov , Adrian Sandu , Elias D. Nino-Ruiz , Geir Evensen

We present a method of using classical wavelet based multiresolution analysis to separate scales in model and observations during data assimilation with the ensemble Kalman filter. In many applications, the underlying physics of a phenomena…

Optimization and Control · Mathematics 2015-11-09 Kyle S. Hickmann , Humberto C. Godinez

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For…

Numerical Analysis · Mathematics 2020-08-26 Jana de Wiljes , Xin T. Tong

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…

Machine Learning · Statistics 2023-11-23 Cédric Travelletti , Jörg Franke , David Ginsbourger , Stefan Brönnimann

This study presents a methodology focusing on the use of computational model and experimental data fusion to improve the Spalart-Allmaras (SA) closure model for Reynolds-averaged Navier-Stokes solutions. In particular, our goal is to…

Fluid Dynamics · Physics 2024-07-26 Deepinder Jot Singh Aulakh , Xiang Yang , Romit Maulik

Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…

Fluid Dynamics · Physics 2021-11-03 Nan Chen , Yuchen Li , Evelyn Lunasin